| Metric | 11523385:solusd:triple_gx:lsma140_145_25 | 11523385:SOLUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 643.39% | 111.82% |
| Max Drawdown | -73.86% | -92.96% |
| Sharpe | 1.11 | 0.71 |
| Sortino | 1.72 | 1.06 |
| Payoff Ratio | 1.24 | 1.11 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 1.58 | 1.33 |
| CPC Index | 0.77 | 0.62 |
| Tail Ratio | 1.24 | 1.2 |
| Outlier Win Ratio | 8.61 | 3.35 |
| Outlier Loss Ratio | 3.24 | 3.18 |
| Volatility (ann.) | 78.56% | 98.82% |
| R^2 | 0.63 | 0.63 |
| Calmar | 1.0 | 0.25 |
| Skew | 0.19 | 0.06 |
| Kurtosis | 18.06 | 6.76 |
| Expected Daily % | 0.15% | 0.06% |
| Expected Monthly % | 4.56% | 1.68% |
| Expected Yearly % | 65.12% | 20.64% |
| Kelly Criterion | 7.86% | 4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.53% | -8.32% |
| Expected Shortfall (cVaR) | -6.53% | -8.32% |
| Year | 11523385:SOLUSD | 11523385:solusd:triple_gx:lsma140_145_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.75 | -65.05 | 0.73 | + |
| 2023 | 921.46 | 803.17 | 0.87 | - |
| 2024 | 85.41 | 107.84 | 1.26 | + |
| 2025 | -0.57 | 13.31 | -23.27 | + |
| Metric | 11523385:solusd:triple_gx:lsma140_145_25 | 11523385:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 69.15% | 15.43% |
| 6M | 48.05% | 26.77% |
| YTD | 13.31% | -0.57% |
| 1Y | 35.07% | 13.08% |
| 3Y (ann.) | 109.68% | 79.87% |
| 5Y (ann.) | 73.92% | 23.01% |
| Metric | 11523385:solusd:triple_gx:lsma140_145_25 | 11523385:SOLUSD |
|---|---|---|
| Max Drawdown | -73.86% | -92.96% |
| Longest DD Days | 565.0 | 703.0 |
| Avg. Drawdown | -13.5% | -19.37% |
| Avg. Drawdown Days | 60.0 | 100.0 |
| Recovery Factor | 8.71 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-10-21 | -73.86 | 565 |
| 2024-11-23 | 2025-11-02 | -55.70 | 344 |
| 2024-07-22 | 2024-11-10 | -29.38 | 111 |
| 2023-11-16 | 2023-12-21 | -21.11 | 35 |
| 2023-12-26 | 2024-03-07 | -17.67 | 72 |
| 2024-04-23 | 2024-07-15 | -16.78 | 83 |
| 2024-03-18 | 2024-04-14 | -15.83 | 27 |
| 2024-04-15 | 2024-04-22 | -12.83 | 7 |
| 2023-11-11 | 2023-11-14 | -9.03 | 3 |
| 2024-11-12 | 2024-11-17 | -5.77 | 5 |
| Metric | 11523385:solusd:triple_gx:lsma140_145_25 | 11523385:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -42.6% | -42.6% |
| Best Week | 43.67% | 43.67% |
| Worst Week | -51.66% | -51.66% |
| Best Month | 104.91% | 140.02% |
| Worst Month | -57.04% | -56.44% |
| Best Year | 803.17% | 921.46% |
| Worst Year | -65.05% | -88.75% |
| Avg. Up Day | 4.53% | 4.54% |
| Avg. Down Day | -3.64% | -4.07% |
| Avg. Up Week | 11.68% | 13.99% |
| Avg. Down Week | -7.8% | -9.86% |
| Avg. Up Month | 28.41% | 37.14% |
| Avg. Down Month | -16.86% | -26.03% |
| Win Days % | 48.95% | 49.81% |
| Win Month % | 57.89% | 53.33% |
| Win Week % | 55.83% | 48.19% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |